| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,221.3 |
2,207.0 |
-14.3 |
-0.6% |
2,227.6 |
| High |
2,222.0 |
2,217.6 |
-4.4 |
-0.2% |
2,234.2 |
| Low |
2,198.6 |
2,199.9 |
1.3 |
0.1% |
2,198.6 |
| Close |
2,208.6 |
2,202.6 |
-6.0 |
-0.3% |
2,202.6 |
| Range |
23.4 |
17.7 |
-5.7 |
-24.4% |
35.6 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.9% |
0.0 |
| Volume |
2,367 |
1,692 |
-675 |
-28.5% |
17,999 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.8 |
2,248.9 |
2,212.3 |
|
| R3 |
2,242.1 |
2,231.2 |
2,207.5 |
|
| R2 |
2,224.4 |
2,224.4 |
2,205.8 |
|
| R1 |
2,213.5 |
2,213.5 |
2,204.2 |
2,210.1 |
| PP |
2,206.7 |
2,206.7 |
2,206.7 |
2,205.0 |
| S1 |
2,195.8 |
2,195.8 |
2,201.0 |
2,192.4 |
| S2 |
2,189.0 |
2,189.0 |
2,199.4 |
|
| S3 |
2,171.3 |
2,178.1 |
2,197.7 |
|
| S4 |
2,153.6 |
2,160.4 |
2,192.9 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.6 |
2,296.2 |
2,222.2 |
|
| R3 |
2,283.0 |
2,260.6 |
2,212.4 |
|
| R2 |
2,247.4 |
2,247.4 |
2,209.1 |
|
| R1 |
2,225.0 |
2,225.0 |
2,205.9 |
2,218.4 |
| PP |
2,211.8 |
2,211.8 |
2,211.8 |
2,208.5 |
| S1 |
2,189.4 |
2,189.4 |
2,199.3 |
2,182.8 |
| S2 |
2,176.2 |
2,176.2 |
2,196.1 |
|
| S3 |
2,140.6 |
2,153.8 |
2,192.8 |
|
| S4 |
2,105.0 |
2,118.2 |
2,183.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,234.2 |
2,198.6 |
35.6 |
1.6% |
21.2 |
1.0% |
11% |
False |
False |
3,599 |
| 10 |
2,242.4 |
2,127.0 |
115.4 |
5.2% |
26.3 |
1.2% |
66% |
False |
False |
3,372 |
| 20 |
2,242.4 |
2,045.2 |
197.2 |
9.0% |
22.9 |
1.0% |
80% |
False |
False |
2,698 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.4 |
1.0% |
81% |
False |
False |
2,553 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.8 |
1.0% |
81% |
False |
False |
2,280 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.5 |
1.1% |
81% |
False |
False |
2,319 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
23.0 |
1.0% |
83% |
False |
False |
2,032 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.6% |
22.9 |
1.0% |
88% |
False |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.8 |
|
2.618 |
2,263.9 |
|
1.618 |
2,246.2 |
|
1.000 |
2,235.3 |
|
0.618 |
2,228.5 |
|
HIGH |
2,217.6 |
|
0.618 |
2,210.8 |
|
0.500 |
2,208.8 |
|
0.382 |
2,206.7 |
|
LOW |
2,199.9 |
|
0.618 |
2,189.0 |
|
1.000 |
2,182.2 |
|
1.618 |
2,171.3 |
|
2.618 |
2,153.6 |
|
4.250 |
2,124.7 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,208.8 |
2,211.9 |
| PP |
2,206.7 |
2,208.8 |
| S1 |
2,204.7 |
2,205.7 |
|